ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	79.700	79.620	-0.080	-0.1%	79.820
High	79.755	80.155	0.400	0.5%	80.045
Low	79.535	79.620	0.085	0.1%	78.970
Close	79.736	80.080	0.344	0.4%	79.688
Range	0.220	0.535	0.315	143.2%	1.075
ATR	0.435	0.442	0.007	1.6%	0.000
Volume	14,738	21,584	6,846	46.5%	87,544

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.557	81.353	80.374
R3	81.022	80.818	80.227
R2	80.487	80.487	80.178
R1	80.283	80.283	80.129	80.385
PP	79.952	79.952	79.952	80.003
S1	79.748	79.748	80.031	79.850
S2	79.417	79.417	79.982
S3	78.882	79.213	79.933
S4	78.347	78.678	79.786

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.793	82.315	80.279
R3	81.718	81.240	79.984
R2	80.643	80.643	79.885
R1	80.165	80.165	79.787	79.867
PP	79.568	79.568	79.568	79.418
S1	79.090	79.090	79.589	78.792
S2	78.493	78.493	79.491
S3	77.418	78.015	79.392
S4	76.343	76.940	79.097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.155	78.970	1.185	1.5%	0.373	0.5%	94%	True	False	18,145
10	80.310	78.970	1.340	1.7%	0.389	0.5%	83%	False	False	17,454
20	80.310	78.970	1.340	1.7%	0.435	0.5%	83%	False	False	17,546
40	82.130	78.725	3.405	4.3%	0.461	0.6%	40%	False	False	14,383
60	83.945	78.725	5.220	6.5%	0.445	0.6%	26%	False	False	9,605
80	84.610	78.725	5.885	7.3%	0.416	0.5%	23%	False	False	7,211
100	84.610	78.725	5.885	7.3%	0.365	0.5%	23%	False	False	5,796
120	84.610	78.725	5.885	7.3%	0.304	0.4%	23%	False	False	4,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.079
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	82.429
2.618	81.556
1.618	81.021
1.000	80.690
0.618	80.486
HIGH	80.155
0.618	79.951
0.500	79.888
0.382	79.824
LOW	79.620
0.618	79.289
1.000	79.085
1.618	78.754
2.618	78.219
4.250	77.346

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	80.016	79.974
PP	79.952	79.868
S1	79.888	79.763

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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